-33.5%
TEM vs DG
+19.2%
-52.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -8.7% | -6.5% | -2.2% | -7.1% |
| 30D | +8.1% | +4.2% | +3.9% | +6.9% |
| 3M | +19.0% | +9.5% | +9.5% | +14.7% |
| 6M | +12.0% | -13.1% | +25.2% | +13.0% |
| YTD | -0.1% | -4.8% | +4.8% | -1.0% |
| 1Y | -33.5% | +20.6% | -54.1% | -36.3% |
| All | -33.5% | +19.2% | -52.7% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling